-24.7%
U vs VFC
-66.6%
+42.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +36.6% | +11.2% | +25.4% | +29.7% |
| 30D | +13.3% | +41.5% | -28.2% | -4.5% |
| 3M | +26.2% | +38.9% | -12.8% | +7.0% |
| 6M | +88.7% | +6.1% | +82.6% | +78.8% |
| YTD | +16.6% | +14.5% | +2.0% | +6.0% |
| 1Y | +29.0% | +46.0% | -17.0% | +3.0% |
| 3Y | +99.5% | +36.4% | +63.1% | +38.2% |
| 5Y | -66.1% | -67.5% | +1.4% | -48.7% |
| All | -24.7% | -66.6% | +42.0% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling